#

research-archive

Here are 2 public repositories matching this topic...

gautierpetit / hedge-fund-portfolio-optimization

MSc thesis on hedge fund portfolio optimization using semi-parametric risk modeling, EVT tails, and copula dependence.

quantitative-finance copula garch risk-management semi-parametric hedge-funds research-archive portfolio-optimizations extreme-value-theory

Updated Apr 17, 2026
Python

nyra_reborn

dlukeh / nyra_reborn

Improve this page

Add a description, image, and links to the research-archive topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the research-archive topic, visit your repo's landing page and select "manage topics."